+948.7%
VTI vs OXY
+763.9%
+184.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -1.6% | +4.5% | -6.1% | -2.8% |
| 3M | +3.6% | +8.9% | -5.3% | +0.7% |
| 6M | +13.0% | +12.5% | +0.6% | +8.0% |
| YTD | +12.7% | +50.5% | -37.8% | -0.9% |
| 1Y | +18.4% | +38.6% | -20.2% | +6.0% |
| 3Y | +76.4% | -1.2% | +77.7% | +69.9% |
| 5Y | +73.7% | +161.6% | -87.9% | +20.3% |
| 10Y | +302.5% | +5.3% | +297.2% | +200.2% |
| All | +948.7% | +763.9% | +184.8% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling